license issues with blender addons
Here are the licenses that Blender uses as of 24.1.2017:


Blender source code - GNU GPL Version 2 or older
Blender Cycles render engine - Apache 2.0
Python libraries - Python license
Bullet physics libraries - Zlib license
Libmv (Blender's motion tracking) - MIT license
Open Shading Language - BSD license


All these components that make up Blender can be distributed together under the GNU GPL Version 3 license (they are all compatible with it).

The art that you create with Blender:


  What you create with Blender is your sole property. All your artwork – images or movie files – including the .blend files and other data files Blender can write, is free for you to use as you like.(blender.org)


Therefore you can license your art however you like. That's where CC-ND-BY, CC-0 and others come from: Creative Commons licenses. If the artwork does not have the license specified, you are not allowed to distribute it or commercially use it, etc. Always ask the author's permission.

Blender game (Blender art + Blender code):

The inclusion of Blender player (= Blender game engine) requires that the entire bundle has to be released compatible with Blender’s license (GNU).

Regarding 3rd party addons:

Blender also includes the Blender Python API, so every piece of code of the addon that uses some Blender Python API must be also licensed under GNU. This only applies to the addon script files or binaries.

What does that mean: It does not mean the author must give you such code for free. It means when you have the code, you are free to distribute it (or modify) under the same license. You can distribute it however you like - for free or for money. 


  When we speak of free software, we are referring to freedom, not
  price.  Our General Public Licenses are designed to make sure that you
  have the freedom to distribute copies of free software (and charge for
  them if you wish), that you receive source code or can get it if you
  want it, that you can change the software or use pieces of it in new
  free programs, and that you know you can do these things.(excerpt from GNU)


If the addon includes artwork (assets, textures, etc.) these have their own licenses and you will have to get permission to distribute them. So you can distribute the 'Pro lighting studios' script files, but not the assets. Script files usually have header inside stating the license.

Using GNU license and closed source license together:

GNU does not allow linking an application with closed code - it is forbidden to include a commercial library in a GNU code - you would have to make such library open-source to use it.

But you can do something like commercial render engines do: the export plugin is GNU (uses Blender API) and converts scene data to commercial application (ie. renderer) which is not GNU (doesn't use Blender API) and the licenses differ. This works because the addon is not dependent on the non-GNU application.

Assets in Pro Lighting Skies or Grass Essentials - the addon will work with any other assets too, addon's functionality is not dependent on them. Because of this the assets can be closed-sourced.

In the case of Blender game it would not work without the assets so they must be released under GNU (the game logic is part of the assets and the game is dependent on them).